Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227340.3605 | -296.8488 | 227637.2093 | 48525.959 | -148133.3466 | 196659.3056 |
Total P&L (%) | 227.3404 | -0.2968 | 227.6372 | 48.526 | -148.1333 | 196.6593 |
Avg Daily Profit (%) | 0.1496 | -0.0002 | 0.1498 | 0.026 | 0 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147157 | -98711 | -79909 | -174507 | -177840 | -68576 |
Profit Factor | 1.5285 | 0.9986 | 2.0309 | 1.0997 | 0.4838 | 1.9842 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 27 | 19 | 8 | 27 | 19 | 8 |
Profitability (%) | 66.25 | 52.5 | 80 | 66.25 | 52.5 | 80 |
Ratio Avg Win / Avg Loss | 0.7786 | 0.9035 | 0.5077 | 0.5602 | 0.4378 | 0.4961 |
Largest Winning Trade | 85621 | 85621 | 38279 | 43783 | 43783 | 38167 |
Largest Losing Trade | -65477 | -65477 | -64126 | -129835 | -129835 | -54675 |
Avg Bars in Trades | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 65 | 64 | 68 | 65 | 64 | 68 |
Bars Traded | 4400 | 2186 | 2214 | 4400 | 2186 | 2214 |
Profit Streak | 77.8268 | 81.4935 | 77.8268 | 77.8268 | 81.4935 | 77.8268 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13503 | -579463 | 463757 | -292075 | -579463 | -91490 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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